Western Asset Mortgage Fund Technical Analysis
XDMOX Fund | USD 12.17 0.02 0.16% |
As of the 29th of March, Western Asset maintains the Downside Deviation of 0.5166, mean deviation of 0.1896, and Market Risk Adjusted Performance of (0.05). Our technical analysis interface lets you check existing technical drivers of Western Asset Mortgage, as well as the relationship between them. Specifically, you can use this information to find out if the fund will indeed mirror its model of past data patterns, or the prices will eventually revert. We were able to break down and interpolate data for nineteen technical drivers for Western Asset Mortgage, which can be compared to its rivals. Please check out Western Asset Mortgage jensen alpha and semi variance to decide if Western Asset Mortgage is priced fairly, providing market reflects its latest price of 12.17 per share.
Western Asset Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Western, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to WesternWestern |
Western Asset technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Western Asset Mortgage Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Western Asset Mortgage volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Western Asset Mortgage Trend Analysis
Use this graph to draw trend lines for Western Asset Mortgage. You can use it to identify possible trend reversals for Western Asset as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Western Asset price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Western Asset Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Western Asset Mortgage applied against its price change over selected period. The best fit line has a slop of 0 , which means Western Asset Mortgage will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.2, which is the sum of squared deviations for the predicted Western Asset price change compared to its average price change.About Western Asset Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Western Asset Mortgage on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Western Asset Mortgage based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Western Asset Mortgage price pattern first instead of the macroeconomic environment surrounding Western Asset Mortgage. By analyzing Western Asset's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Western Asset's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Western Asset specific price patterns or momentum indicators. Please read more on our technical analysis page.
Western Asset March 29, 2024 Technical Indicators
Most technical analysis of Western help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Western from various momentum indicators to cycle indicators. When you analyze Western charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0242 | |||
Market Risk Adjusted Performance | (0.05) | |||
Mean Deviation | 0.1896 | |||
Semi Deviation | 0.3022 | |||
Downside Deviation | 0.5166 | |||
Coefficient Of Variation | 1743.81 | |||
Standard Deviation | 0.3142 | |||
Variance | 0.0987 | |||
Information Ratio | (0.37) | |||
Jensen Alpha | 0.0243 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.23) | |||
Treynor Ratio | (0.06) | |||
Maximum Drawdown | 1.96 | |||
Value At Risk | (0.73) | |||
Potential Upside | 0.4153 | |||
Downside Variance | 0.2669 | |||
Semi Variance | 0.0914 | |||
Expected Short fall | (0.22) | |||
Skewness | (0.86) | |||
Kurtosis | 3.78 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Western Asset Mortgage. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in persons. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Western Mutual Fund analysis
When running Western Asset's price analysis, check to measure Western Asset's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Western Asset is operating at the current time. Most of Western Asset's value examination focuses on studying past and present price action to predict the probability of Western Asset's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Western Asset's price. Additionally, you may evaluate how the addition of Western Asset to your portfolios can decrease your overall portfolio volatility.
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